Stochastic comparisons of multivariate mixture models

In this paper we consider sufficient conditions in order to stochastically compare random vectors of multivariate mixture models. In particular we consider stochastic and convex orders, the likelihood ratio order, and the hazard rate and mean residual life dynamic orders. Applications to proportiona...

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Veröffentlicht in:	Journal of multivariate analysis 2009-09, Vol.100 (8), p.1657-1669
Hauptverfasser:	Belzunce, Félix, Mercader, José-Angel, Ruiz, José-María, Spizzichino, Fabio
Format:	Artikel
Sprache:	eng
Schlagworte:	Comparative analysis Convex Directionally convex Distribution theory Exact sciences and technology Hazard rate and mean residual life orders Likelihood ratio Logic and foundations Mathematical logic, foundations, set theory Mathematics Model theory Multivariate analysis Multivariate mixture models Multivariate stochastic Multivariate stochastic Convex Directionally convex Ultramodular Supermodular Likelihood ratio Hazard rate and mean residual life orders Multivariate mixture models Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Statistics Stochastic models Studies Supermodular Ultramodular
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